Introduction to numerical linear algebra

In this lecture numerical solvers for linear systems and eigenvalue problems are taught. We introduce direct and iterative solvers and go into some details.

Lecture and Exercise times: Tuesday 13.00 - 15:00 G05-308
Wednesday 011:00 - 13:00 G22A-210
Friday 09.00 - 11:00 G22A-210


  • Linear Systems:
    • Direct Solvers
    • Stationary iterative methdos
    • Krylov subspace methods (CG, MINRES,GMRES) for large matrices
    • Preconditioning
  • Eigen value problems:
    • Basics
    • QR algorithm for small dense matrices
    • special algorithms for symmetric matrices
    • Lanczos & Arnoldi methods for large sparse matrices
Go to Editor View